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<a href="_simplex_downhill_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno">    1</span><span class="comment">//===========================================================================</span><span class="comment"></span></div>
<div class="line"><a id="l00002" name="l00002"></a><span class="lineno">    2</span><span class="comment">/*!</span></div>
<div class="line"><a id="l00003" name="l00003"></a><span class="lineno">    3</span><span class="comment"> *</span></div>
<div class="line"><a id="l00004" name="l00004"></a><span class="lineno">    4</span><span class="comment"> *</span></div>
<div class="line"><a id="l00005" name="l00005"></a><span class="lineno">    5</span><span class="comment"> * \brief       Nelder-Mead Simplex Downhill Method</span></div>
<div class="line"><a id="l00006" name="l00006"></a><span class="lineno">    6</span><span class="comment"> *</span></div>
<div class="line"><a id="l00007" name="l00007"></a><span class="lineno">    7</span><span class="comment"> *</span></div>
<div class="line"><a id="l00008" name="l00008"></a><span class="lineno">    8</span><span class="comment"> *</span></div>
<div class="line"><a id="l00009" name="l00009"></a><span class="lineno">    9</span><span class="comment"> * \author      T. Glasmachers</span></div>
<div class="line"><a id="l00010" name="l00010"></a><span class="lineno">   10</span><span class="comment"> * \date        2015</span></div>
<div class="line"><a id="l00011" name="l00011"></a><span class="lineno">   11</span><span class="comment"> *</span></div>
<div class="line"><a id="l00012" name="l00012"></a><span class="lineno">   12</span><span class="comment"> *</span></div>
<div class="line"><a id="l00013" name="l00013"></a><span class="lineno">   13</span><span class="comment"> * \par Copyright 1995-2017 Shark Development Team</span></div>
<div class="line"><a id="l00014" name="l00014"></a><span class="lineno">   14</span><span class="comment"> *</span></div>
<div class="line"><a id="l00015" name="l00015"></a><span class="lineno">   15</span><span class="comment"> * &lt;BR&gt;&lt;HR&gt;</span></div>
<div class="line"><a id="l00016" name="l00016"></a><span class="lineno">   16</span><span class="comment"> * This file is part of Shark.</span></div>
<div class="line"><a id="l00017" name="l00017"></a><span class="lineno">   17</span><span class="comment"> * &lt;https://shark-ml.github.io/Shark/&gt;</span></div>
<div class="line"><a id="l00018" name="l00018"></a><span class="lineno">   18</span><span class="comment"> *</span></div>
<div class="line"><a id="l00019" name="l00019"></a><span class="lineno">   19</span><span class="comment"> * Shark is free software: you can redistribute it and/or modify</span></div>
<div class="line"><a id="l00020" name="l00020"></a><span class="lineno">   20</span><span class="comment"> * it under the terms of the GNU Lesser General Public License as published</span></div>
<div class="line"><a id="l00021" name="l00021"></a><span class="lineno">   21</span><span class="comment"> * by the Free Software Foundation, either version 3 of the License, or</span></div>
<div class="line"><a id="l00022" name="l00022"></a><span class="lineno">   22</span><span class="comment"> * (at your option) any later version.</span></div>
<div class="line"><a id="l00023" name="l00023"></a><span class="lineno">   23</span><span class="comment"> *</span></div>
<div class="line"><a id="l00024" name="l00024"></a><span class="lineno">   24</span><span class="comment"> * Shark is distributed in the hope that it will be useful,</span></div>
<div class="line"><a id="l00025" name="l00025"></a><span class="lineno">   25</span><span class="comment"> * but WITHOUT ANY WARRANTY; without even the implied warranty of</span></div>
<div class="line"><a id="l00026" name="l00026"></a><span class="lineno">   26</span><span class="comment"> * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the</span></div>
<div class="line"><a id="l00027" name="l00027"></a><span class="lineno">   27</span><span class="comment"> * GNU Lesser General Public License for more details.</span></div>
<div class="line"><a id="l00028" name="l00028"></a><span class="lineno">   28</span><span class="comment"> *</span></div>
<div class="line"><a id="l00029" name="l00029"></a><span class="lineno">   29</span><span class="comment"> * You should have received a copy of the GNU Lesser General Public License</span></div>
<div class="line"><a id="l00030" name="l00030"></a><span class="lineno">   30</span><span class="comment"> * along with Shark.  If not, see &lt;http://www.gnu.org/licenses/&gt;.</span></div>
<div class="line"><a id="l00031" name="l00031"></a><span class="lineno">   31</span><span class="comment"> *</span></div>
<div class="line"><a id="l00032" name="l00032"></a><span class="lineno">   32</span><span class="comment"> */</span></div>
<div class="line"><a id="l00033" name="l00033"></a><span class="lineno">   33</span><span class="comment">//===========================================================================</span></div>
<div class="line"><a id="l00034" name="l00034"></a><span class="lineno">   34</span> </div>
<div class="line"><a id="l00035" name="l00035"></a><span class="lineno">   35</span><span class="preprocessor">#ifndef SHARK_ALGORITHMS_SIMPLEXDOWNHILL_H</span></div>
<div class="line"><a id="l00036" name="l00036"></a><span class="lineno">   36</span><span class="preprocessor">#define SHARK_ALGORITHMS_SIMPLEXDOWNHILL_H</span></div>
<div class="line"><a id="l00037" name="l00037"></a><span class="lineno">   37</span> </div>
<div class="line"><a id="l00038" name="l00038"></a><span class="lineno">   38</span> </div>
<div class="line"><a id="l00039" name="l00039"></a><span class="lineno">   39</span><span class="preprocessor">#include &lt;<a class="code" href="_abstract_single_objective_optimizer_8h.html">shark/Algorithms/AbstractSingleObjectiveOptimizer.h</a>&gt;</span></div>
<div class="line"><a id="l00040" name="l00040"></a><span class="lineno">   40</span><span class="preprocessor">#include &lt;boost/serialization/vector.hpp&gt;</span></div>
<div class="line"><a id="l00041" name="l00041"></a><span class="lineno">   41</span><span class="preprocessor">#include &lt;vector&gt;</span></div>
<div class="line"><a id="l00042" name="l00042"></a><span class="lineno">   42</span> </div>
<div class="line"><a id="l00043" name="l00043"></a><span class="lineno">   43</span> </div>
<div class="line"><a id="l00044" name="l00044"></a><span class="lineno">   44</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceshark.html" title="AbstractMultiObjectiveOptimizer.">shark</a> {</div>
<div class="line"><a id="l00045" name="l00045"></a><span class="lineno">   45</span><span class="comment"></span> </div>
<div class="line"><a id="l00046" name="l00046"></a><span class="lineno">   46</span><span class="comment">///</span></div>
<div class="line"><a id="l00047" name="l00047"></a><span class="lineno">   47</span><span class="comment">/// \brief Simplex Downhill Method</span></div>
<div class="line"><a id="l00048" name="l00048"></a><span class="lineno">   48</span><span class="comment">///</span></div>
<div class="line"><a id="l00049" name="l00049"></a><span class="lineno">   49</span><span class="comment">/// \par</span></div>
<div class="line"><a id="l00050" name="l00050"></a><span class="lineno">   50</span><span class="comment">/// The Nelder-Mead Simplex Downhill Method is a deterministic direct</span></div>
<div class="line"><a id="l00051" name="l00051"></a><span class="lineno">   51</span><span class="comment">/// search method. It is known to perform quite well in low dimensions,</span></div>
<div class="line"><a id="l00052" name="l00052"></a><span class="lineno">   52</span><span class="comment">/// at least for local search.</span></div>
<div class="line"><a id="l00053" name="l00053"></a><span class="lineno">   53</span><span class="comment">///</span></div>
<div class="line"><a id="l00054" name="l00054"></a><span class="lineno">   54</span><span class="comment">/// \par</span></div>
<div class="line"><a id="l00055" name="l00055"></a><span class="lineno">   55</span><span class="comment">/// The implementation of the algorithm is along the lines of the</span></div>
<div class="line"><a id="l00056" name="l00056"></a><span class="lineno">   56</span><span class="comment">/// Wikipedia article</span></div>
<div class="line"><a id="l00057" name="l00057"></a><span class="lineno">   57</span><span class="comment">/// https://en.wikipedia.org/wiki/Nelder%E2%80%93Mead_method</span></div>
<div class="line"><a id="l00058" name="l00058"></a><span class="lineno">   58</span><span class="comment">/// \ingroup singledirect</span></div>
<div class="foldopen" id="foldopen00059" data-start="{" data-end="};">
<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"><a class="line" href="classshark_1_1_simplex_downhill.html">   59</a></span><span class="comment"></span><span class="keyword">class </span><a class="code hl_class" href="classshark_1_1_simplex_downhill.html" title="Simplex Downhill Method.">SimplexDownhill</a> : <span class="keyword">public</span> <a class="code hl_class" href="classshark_1_1_abstract_single_objective_optimizer.html" title="Base class for all single objective optimizer.">AbstractSingleObjectiveOptimizer</a>&lt;RealVector &gt;</div>
<div class="line"><a id="l00060" name="l00060"></a><span class="lineno">   60</span>{</div>
<div class="line"><a id="l00061" name="l00061"></a><span class="lineno">   61</span><span class="keyword">public</span>:<span class="comment"></span></div>
<div class="line"><a id="l00062" name="l00062"></a><span class="lineno">   62</span><span class="comment">    /// \brief Default Constructor.</span></div>
<div class="foldopen" id="foldopen00063" data-start="{" data-end="}">
<div class="line"><a id="l00063" name="l00063"></a><span class="lineno"><a class="line" href="classshark_1_1_simplex_downhill.html#ae373497a152c2ced0c402cc6b8ddcc26">   63</a></span><span class="comment"></span>    <a class="code hl_function" href="classshark_1_1_simplex_downhill.html#ae373497a152c2ced0c402cc6b8ddcc26" title="Default Constructor.">SimplexDownhill</a>()</div>
<div class="line"><a id="l00064" name="l00064"></a><span class="lineno">   64</span>    { }</div>
</div>
<div class="line"><a id="l00065" name="l00065"></a><span class="lineno">   65</span><span class="comment"></span> </div>
<div class="line"><a id="l00066" name="l00066"></a><span class="lineno">   66</span><span class="comment">    /// \brief From INameable: return the class name.</span></div>
<div class="foldopen" id="foldopen00067" data-start="{" data-end="}">
<div class="line"><a id="l00067" name="l00067"></a><span class="lineno"><a class="line" href="classshark_1_1_simplex_downhill.html#ad37f7025e5e94221a1c7fd50528eb095">   67</a></span><span class="comment"></span>    std::string <a class="code hl_function" href="classshark_1_1_simplex_downhill.html#ad37f7025e5e94221a1c7fd50528eb095" title="From INameable: return the class name.">name</a>()<span class="keyword"> const</span></div>
<div class="line"><a id="l00068" name="l00068"></a><span class="lineno">   68</span><span class="keyword">    </span>{ <span class="keywordflow">return</span> <span class="stringliteral">&quot;SimplexDownhill&quot;</span>; }</div>
</div>
<div class="line"><a id="l00069" name="l00069"></a><span class="lineno">   69</span> </div>
<div class="line"><a id="l00070" name="l00070"></a><span class="lineno">   70</span>    <span class="comment">//from ISerializable</span></div>
<div class="foldopen" id="foldopen00071" data-start="{" data-end="}">
<div class="line"><a id="l00071" name="l00071"></a><span class="lineno"><a class="line" href="classshark_1_1_simplex_downhill.html#ae4c829c04db9534c9c44e3f893a512b5">   71</a></span>    <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_simplex_downhill.html#ae4c829c04db9534c9c44e3f893a512b5" title="Read the component from the supplied archive.">read</a>( <a class="code hl_typedef" href="namespaceshark.html#ada68729491840669e47c8ad42282424f" title="Type of an archive to read from.">InArchive</a> &amp; archive )</div>
<div class="line"><a id="l00072" name="l00072"></a><span class="lineno">   72</span>    {</div>
<div class="line"><a id="l00073" name="l00073"></a><span class="lineno">   73</span>        archive &gt;&gt; <a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>;</div>
<div class="line"><a id="l00074" name="l00074"></a><span class="lineno">   74</span>        archive &gt;&gt; <a class="code hl_variable" href="classshark_1_1_abstract_single_objective_optimizer.html#a4740a0f8e9d5c7d99cf0dd0c3ee0e8a0" title="Current solution of the optimizer.">m_best</a>.point;</div>
<div class="line"><a id="l00075" name="l00075"></a><span class="lineno">   75</span>        archive &gt;&gt; <a class="code hl_variable" href="classshark_1_1_abstract_single_objective_optimizer.html#a4740a0f8e9d5c7d99cf0dd0c3ee0e8a0" title="Current solution of the optimizer.">m_best</a>.value;</div>
<div class="line"><a id="l00076" name="l00076"></a><span class="lineno">   76</span>    }</div>
</div>
<div class="line"><a id="l00077" name="l00077"></a><span class="lineno">   77</span> </div>
<div class="foldopen" id="foldopen00078" data-start="{" data-end="}">
<div class="line"><a id="l00078" name="l00078"></a><span class="lineno"><a class="line" href="classshark_1_1_simplex_downhill.html#a5d9266eb4c29db81c104eab71c7890e7">   78</a></span>    <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_simplex_downhill.html#a5d9266eb4c29db81c104eab71c7890e7" title="Write the component to the supplied archive.">write</a>( <a class="code hl_typedef" href="namespaceshark.html#af4f8eb8e9618f5236b71bbcb12b8a524" title="Type of an archive to write to.">OutArchive</a> &amp; archive )<span class="keyword"> const</span></div>
<div class="line"><a id="l00079" name="l00079"></a><span class="lineno">   79</span><span class="keyword">    </span>{</div>
<div class="line"><a id="l00080" name="l00080"></a><span class="lineno">   80</span>        archive &lt;&lt; <a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>;</div>
<div class="line"><a id="l00081" name="l00081"></a><span class="lineno">   81</span>        archive &lt;&lt; <a class="code hl_variable" href="classshark_1_1_abstract_single_objective_optimizer.html#a4740a0f8e9d5c7d99cf0dd0c3ee0e8a0" title="Current solution of the optimizer.">m_best</a>.point;</div>
<div class="line"><a id="l00082" name="l00082"></a><span class="lineno">   82</span>        archive &lt;&lt; <a class="code hl_variable" href="classshark_1_1_abstract_single_objective_optimizer.html#a4740a0f8e9d5c7d99cf0dd0c3ee0e8a0" title="Current solution of the optimizer.">m_best</a>.value;</div>
<div class="line"><a id="l00083" name="l00083"></a><span class="lineno">   83</span>    }</div>
</div>
<div class="line"><a id="l00084" name="l00084"></a><span class="lineno">   84</span><span class="comment"></span> </div>
<div class="line"><a id="l00085" name="l00085"></a><span class="lineno">   85</span><span class="comment">    /// \brief Initialization of the optimizer.</span></div>
<div class="line"><a id="l00086" name="l00086"></a><span class="lineno">   86</span><span class="comment">    ///</span></div>
<div class="line"><a id="l00087" name="l00087"></a><span class="lineno">   87</span><span class="comment">    /// The initial simplex is created is a distance of about one around the proposed starting point.</span></div>
<div class="line"><a id="l00088" name="l00088"></a><span class="lineno">   88</span><span class="comment">    ///</span></div>
<div class="foldopen" id="foldopen00089" data-start="{" data-end="}">
<div class="line"><a id="l00089" name="l00089"></a><span class="lineno"><a class="line" href="classshark_1_1_simplex_downhill.html#a5362ffe8e7c5d448f2b4072cd0e62ab6">   89</a></span><span class="comment"></span>    <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_simplex_downhill.html#a5362ffe8e7c5d448f2b4072cd0e62ab6" title="Initialization of the optimizer.">init</a>(<a class="code hl_typedef" href="classshark_1_1_abstract_single_objective_optimizer.html#aa4c05609c54d7ebc99d099e7dd6e228f">ObjectiveFunctionType</a> <span class="keyword">const</span>&amp; objectiveFunction, <a class="code hl_typedef" href="classshark_1_1_abstract_single_objective_optimizer.html#a85f0d04fdfb094dba4dc80b1fb5e3adb">SearchPointType</a> <span class="keyword">const</span>&amp; startingPoint)</div>
<div class="line"><a id="l00090" name="l00090"></a><span class="lineno">   90</span>    {</div>
<div class="line"><a id="l00091" name="l00091"></a><span class="lineno">   91</span>        <a class="code hl_function" href="classshark_1_1_abstract_optimizer.html#ae7a23300641448c761b6aa0305b7ef66" title="Convenience function that checks whether the features of the supplied objective function match with t...">checkFeatures</a>(objectiveFunction);</div>
<div class="line"><a id="l00092" name="l00092"></a><span class="lineno">   92</span>        <span class="keywordtype">size_t</span> dim = startingPoint.size();</div>
<div class="line"><a id="l00093" name="l00093"></a><span class="lineno">   93</span> </div>
<div class="line"><a id="l00094" name="l00094"></a><span class="lineno">   94</span>        <span class="comment">// create the initial simplex</span></div>
<div class="line"><a id="l00095" name="l00095"></a><span class="lineno">   95</span>        <a class="code hl_variable" href="classshark_1_1_abstract_single_objective_optimizer.html#a4740a0f8e9d5c7d99cf0dd0c3ee0e8a0" title="Current solution of the optimizer.">m_best</a>.value = 1e100;</div>
<div class="line"><a id="l00096" name="l00096"></a><span class="lineno">   96</span>        <a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a> = std::vector&lt;SolutionType&gt;(dim + 1);</div>
<div class="line"><a id="l00097" name="l00097"></a><span class="lineno">   97</span>        <span class="keywordflow">for</span> (<span class="keywordtype">size_t</span> j=0; j&lt;=dim; j++)</div>
<div class="line"><a id="l00098" name="l00098"></a><span class="lineno">   98</span>        {</div>
<div class="line"><a id="l00099" name="l00099"></a><span class="lineno">   99</span>            RealVector p(dim);</div>
<div class="line"><a id="l00100" name="l00100"></a><span class="lineno">  100</span>            <span class="keywordflow">for</span> (<span class="keywordtype">size_t</span> i=0; i&lt;dim; i++) p(i) = startingPoint(i) + ((i == j) ? 1.0 : -0.5);</div>
<div class="line"><a id="l00101" name="l00101"></a><span class="lineno">  101</span>            <a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>[j].point = p;</div>
<div class="line"><a id="l00102" name="l00102"></a><span class="lineno">  102</span>            <a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>[j].value = objectiveFunction.eval(p);</div>
<div class="line"><a id="l00103" name="l00103"></a><span class="lineno">  103</span>            <span class="keywordflow">if</span> (<a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>[j].value &lt; <a class="code hl_variable" href="classshark_1_1_abstract_single_objective_optimizer.html#a4740a0f8e9d5c7d99cf0dd0c3ee0e8a0" title="Current solution of the optimizer.">m_best</a>.value) <a class="code hl_variable" href="classshark_1_1_abstract_single_objective_optimizer.html#a4740a0f8e9d5c7d99cf0dd0c3ee0e8a0" title="Current solution of the optimizer.">m_best</a> = <a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>[j];</div>
<div class="line"><a id="l00104" name="l00104"></a><span class="lineno">  104</span>        }</div>
<div class="line"><a id="l00105" name="l00105"></a><span class="lineno">  105</span>    }</div>
</div>
<div class="line"><a id="l00106" name="l00106"></a><span class="lineno">  106</span>    <span class="keyword">using </span><a class="code hl_class" href="classshark_1_1_abstract_single_objective_optimizer.html" title="Base class for all single objective optimizer.">AbstractSingleObjectiveOptimizer</a>&lt;RealVector&gt;<a class="code hl_function" href="classshark_1_1_simplex_downhill.html#a5362ffe8e7c5d448f2b4072cd0e62ab6" title="Initialization of the optimizer.">::init</a>;</div>
<div class="line"><a id="l00107" name="l00107"></a><span class="lineno">  107</span><span class="comment"></span> </div>
<div class="line"><a id="l00108" name="l00108"></a><span class="lineno">  108</span><span class="comment">    /// \brief Step of the simplex algorithm.</span></div>
<div class="foldopen" id="foldopen00109" data-start="{" data-end="}">
<div class="line"><a id="l00109" name="l00109"></a><span class="lineno"><a class="line" href="classshark_1_1_simplex_downhill.html#ab1218ff639987ce11281cf4565aaa051">  109</a></span><span class="comment"></span>    <span class="keywordtype">void</span> <a class="code hl_function" href="classshark_1_1_simplex_downhill.html#ab1218ff639987ce11281cf4565aaa051" title="Step of the simplex algorithm.">step</a>(<a class="code hl_typedef" href="classshark_1_1_abstract_single_objective_optimizer.html#aa4c05609c54d7ebc99d099e7dd6e228f">ObjectiveFunctionType</a> <span class="keyword">const</span>&amp; objectiveFunction)</div>
<div class="line"><a id="l00110" name="l00110"></a><span class="lineno">  110</span>    {</div>
<div class="line"><a id="l00111" name="l00111"></a><span class="lineno">  111</span>        <span class="keywordtype">size_t</span> dim = <a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>.size() - 1;</div>
<div class="line"><a id="l00112" name="l00112"></a><span class="lineno">  112</span> </div>
<div class="line"><a id="l00113" name="l00113"></a><span class="lineno">  113</span>        <span class="comment">// step of the simplex algorithm</span></div>
<div class="line"><a id="l00114" name="l00114"></a><span class="lineno">  114</span>        sort(<a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>.begin(), <a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>.end());</div>
<div class="line"><a id="l00115" name="l00115"></a><span class="lineno">  115</span>        <a class="code hl_typedef" href="classshark_1_1_abstract_single_objective_optimizer.html#a8abcd574faa4b7bd2fed03465d1eda35">SolutionType</a>&amp; best = <a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>[0];</div>
<div class="line"><a id="l00116" name="l00116"></a><span class="lineno">  116</span>        <a class="code hl_typedef" href="classshark_1_1_abstract_single_objective_optimizer.html#a8abcd574faa4b7bd2fed03465d1eda35">SolutionType</a>&amp; worst = <a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>[dim];</div>
<div class="line"><a id="l00117" name="l00117"></a><span class="lineno">  117</span> </div>
<div class="line"><a id="l00118" name="l00118"></a><span class="lineno">  118</span>        <span class="comment">// compute centroid</span></div>
<div class="line"><a id="l00119" name="l00119"></a><span class="lineno">  119</span>        RealVector x0(dim, 0.0);</div>
<div class="line"><a id="l00120" name="l00120"></a><span class="lineno">  120</span>        <span class="keywordflow">for</span> (<span class="keywordtype">size_t</span> j=0; j&lt;dim; j++) x0 += <a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>[j].point;</div>
<div class="line"><a id="l00121" name="l00121"></a><span class="lineno">  121</span>        x0 /= (double)dim;</div>
<div class="line"><a id="l00122" name="l00122"></a><span class="lineno">  122</span> </div>
<div class="line"><a id="l00123" name="l00123"></a><span class="lineno">  123</span>        <span class="comment">// reflection</span></div>
<div class="line"><a id="l00124" name="l00124"></a><span class="lineno">  124</span>        <a class="code hl_typedef" href="classshark_1_1_abstract_single_objective_optimizer.html#a8abcd574faa4b7bd2fed03465d1eda35">SolutionType</a> xr;</div>
<div class="line"><a id="l00125" name="l00125"></a><span class="lineno">  125</span>        xr.point = 2.0 * x0 - worst.point;</div>
<div class="line"><a id="l00126" name="l00126"></a><span class="lineno">  126</span>        xr.value = objectiveFunction(xr.point);</div>
<div class="line"><a id="l00127" name="l00127"></a><span class="lineno">  127</span>        <span class="keywordflow">if</span> (xr.value &lt; <a class="code hl_variable" href="classshark_1_1_abstract_single_objective_optimizer.html#a4740a0f8e9d5c7d99cf0dd0c3ee0e8a0" title="Current solution of the optimizer.">m_best</a>.value) <a class="code hl_variable" href="classshark_1_1_abstract_single_objective_optimizer.html#a4740a0f8e9d5c7d99cf0dd0c3ee0e8a0" title="Current solution of the optimizer.">m_best</a> = xr;   <span class="comment">// keep track of best point</span></div>
<div class="line"><a id="l00128" name="l00128"></a><span class="lineno">  128</span>        <span class="keywordflow">if</span> (best.value &lt;= xr.value &amp;&amp; xr.value &lt; <a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>[dim-1].value)</div>
<div class="line"><a id="l00129" name="l00129"></a><span class="lineno">  129</span>        {</div>
<div class="line"><a id="l00130" name="l00130"></a><span class="lineno">  130</span>            <span class="comment">// replace worst point with reflected point</span></div>
<div class="line"><a id="l00131" name="l00131"></a><span class="lineno">  131</span>            worst = xr;</div>
<div class="line"><a id="l00132" name="l00132"></a><span class="lineno">  132</span>        }</div>
<div class="line"><a id="l00133" name="l00133"></a><span class="lineno">  133</span>        <span class="keywordflow">else</span> <span class="keywordflow">if</span> (xr.value &lt; best.value)</div>
<div class="line"><a id="l00134" name="l00134"></a><span class="lineno">  134</span>        {</div>
<div class="line"><a id="l00135" name="l00135"></a><span class="lineno">  135</span>            <span class="comment">// expansion</span></div>
<div class="line"><a id="l00136" name="l00136"></a><span class="lineno">  136</span>            <a class="code hl_typedef" href="classshark_1_1_abstract_single_objective_optimizer.html#a8abcd574faa4b7bd2fed03465d1eda35">SolutionType</a> xe;</div>
<div class="line"><a id="l00137" name="l00137"></a><span class="lineno">  137</span>            xe.point = 3.0 * x0 - 2.0 * worst.point;</div>
<div class="line"><a id="l00138" name="l00138"></a><span class="lineno">  138</span>            xe.value = objectiveFunction(xe.point);</div>
<div class="line"><a id="l00139" name="l00139"></a><span class="lineno">  139</span>            <span class="keywordflow">if</span> (xe.value &lt; <a class="code hl_variable" href="classshark_1_1_abstract_single_objective_optimizer.html#a4740a0f8e9d5c7d99cf0dd0c3ee0e8a0" title="Current solution of the optimizer.">m_best</a>.value) <a class="code hl_variable" href="classshark_1_1_abstract_single_objective_optimizer.html#a4740a0f8e9d5c7d99cf0dd0c3ee0e8a0" title="Current solution of the optimizer.">m_best</a> = xe;   <span class="comment">// keep track of best point</span></div>
<div class="line"><a id="l00140" name="l00140"></a><span class="lineno">  140</span>            <span class="keywordflow">if</span> (xe.value &lt; xr.value)</div>
<div class="line"><a id="l00141" name="l00141"></a><span class="lineno">  141</span>            {</div>
<div class="line"><a id="l00142" name="l00142"></a><span class="lineno">  142</span>                <span class="comment">// replace worst point with expanded point</span></div>
<div class="line"><a id="l00143" name="l00143"></a><span class="lineno">  143</span>                worst = xe;</div>
<div class="line"><a id="l00144" name="l00144"></a><span class="lineno">  144</span>            }</div>
<div class="line"><a id="l00145" name="l00145"></a><span class="lineno">  145</span>            <span class="keywordflow">else</span></div>
<div class="line"><a id="l00146" name="l00146"></a><span class="lineno">  146</span>            {</div>
<div class="line"><a id="l00147" name="l00147"></a><span class="lineno">  147</span>                <span class="comment">// replace worst point with reflected point</span></div>
<div class="line"><a id="l00148" name="l00148"></a><span class="lineno">  148</span>                worst = xr;</div>
<div class="line"><a id="l00149" name="l00149"></a><span class="lineno">  149</span>            }</div>
<div class="line"><a id="l00150" name="l00150"></a><span class="lineno">  150</span>        }</div>
<div class="line"><a id="l00151" name="l00151"></a><span class="lineno">  151</span>        <span class="keywordflow">else</span></div>
<div class="line"><a id="l00152" name="l00152"></a><span class="lineno">  152</span>        {</div>
<div class="line"><a id="l00153" name="l00153"></a><span class="lineno">  153</span>            <span class="comment">// contraction</span></div>
<div class="line"><a id="l00154" name="l00154"></a><span class="lineno">  154</span>            <a class="code hl_typedef" href="classshark_1_1_abstract_single_objective_optimizer.html#a8abcd574faa4b7bd2fed03465d1eda35">SolutionType</a> xc;</div>
<div class="line"><a id="l00155" name="l00155"></a><span class="lineno">  155</span>            xc.point = 0.5 * x0 + 0.5 * worst.point;</div>
<div class="line"><a id="l00156" name="l00156"></a><span class="lineno">  156</span>            xc.value = objectiveFunction(xc.point);</div>
<div class="line"><a id="l00157" name="l00157"></a><span class="lineno">  157</span>            <span class="keywordflow">if</span> (xc.value &lt; <a class="code hl_variable" href="classshark_1_1_abstract_single_objective_optimizer.html#a4740a0f8e9d5c7d99cf0dd0c3ee0e8a0" title="Current solution of the optimizer.">m_best</a>.value) <a class="code hl_variable" href="classshark_1_1_abstract_single_objective_optimizer.html#a4740a0f8e9d5c7d99cf0dd0c3ee0e8a0" title="Current solution of the optimizer.">m_best</a> = xc;   <span class="comment">// keep track of best point</span></div>
<div class="line"><a id="l00158" name="l00158"></a><span class="lineno">  158</span>            <span class="keywordflow">if</span> (xc.value &lt; worst.value)</div>
<div class="line"><a id="l00159" name="l00159"></a><span class="lineno">  159</span>            {</div>
<div class="line"><a id="l00160" name="l00160"></a><span class="lineno">  160</span>                <span class="comment">// replace worst point with contracted point</span></div>
<div class="line"><a id="l00161" name="l00161"></a><span class="lineno">  161</span>                worst = xc;</div>
<div class="line"><a id="l00162" name="l00162"></a><span class="lineno">  162</span>            }</div>
<div class="line"><a id="l00163" name="l00163"></a><span class="lineno">  163</span>            <span class="keywordflow">else</span></div>
<div class="line"><a id="l00164" name="l00164"></a><span class="lineno">  164</span>            {</div>
<div class="line"><a id="l00165" name="l00165"></a><span class="lineno">  165</span>                <span class="comment">// reduction</span></div>
<div class="line"><a id="l00166" name="l00166"></a><span class="lineno">  166</span>                <span class="keywordflow">for</span> (<span class="keywordtype">size_t</span> j=1; j&lt;=dim; j++)</div>
<div class="line"><a id="l00167" name="l00167"></a><span class="lineno">  167</span>                {</div>
<div class="line"><a id="l00168" name="l00168"></a><span class="lineno">  168</span>                    <a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>[j].point = 0.5 * best.point + 0.5 * <a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>[j].point;</div>
<div class="line"><a id="l00169" name="l00169"></a><span class="lineno">  169</span>                    <a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>[j].value = objectiveFunction(<a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>[j].point);</div>
<div class="line"><a id="l00170" name="l00170"></a><span class="lineno">  170</span>                    <span class="keywordflow">if</span> (<a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>[j].value &lt; <a class="code hl_variable" href="classshark_1_1_abstract_single_objective_optimizer.html#a4740a0f8e9d5c7d99cf0dd0c3ee0e8a0" title="Current solution of the optimizer.">m_best</a>.value) <a class="code hl_variable" href="classshark_1_1_abstract_single_objective_optimizer.html#a4740a0f8e9d5c7d99cf0dd0c3ee0e8a0" title="Current solution of the optimizer.">m_best</a> = <a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>[j];   <span class="comment">// keep track of best point</span></div>
<div class="line"><a id="l00171" name="l00171"></a><span class="lineno">  171</span>                }</div>
<div class="line"><a id="l00172" name="l00172"></a><span class="lineno">  172</span>            }</div>
<div class="line"><a id="l00173" name="l00173"></a><span class="lineno">  173</span>        }</div>
<div class="line"><a id="l00174" name="l00174"></a><span class="lineno">  174</span>    }</div>
</div>
<div class="line"><a id="l00175" name="l00175"></a><span class="lineno">  175</span><span class="comment"></span> </div>
<div class="line"><a id="l00176" name="l00176"></a><span class="lineno">  176</span><span class="comment">    /// \brief Read access to the current simplex.</span></div>
<div class="foldopen" id="foldopen00177" data-start="{" data-end="}">
<div class="line"><a id="l00177" name="l00177"></a><span class="lineno"><a class="line" href="classshark_1_1_simplex_downhill.html#aac01e044e8c2b9c80122574751db7322">  177</a></span><span class="comment"></span>    std::vector&lt;SolutionType&gt; <span class="keyword">const</span>&amp; <a class="code hl_function" href="classshark_1_1_simplex_downhill.html#aac01e044e8c2b9c80122574751db7322" title="Read access to the current simplex.">simplex</a>()</div>
<div class="line"><a id="l00178" name="l00178"></a><span class="lineno">  178</span>    { <span class="keywordflow">return</span> <a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>; }</div>
</div>
<div class="line"><a id="l00179" name="l00179"></a><span class="lineno">  179</span> </div>
<div class="line"><a id="l00180" name="l00180"></a><span class="lineno">  180</span><span class="keyword">protected</span>:</div>
<div class="line"><a id="l00181" name="l00181"></a><span class="lineno"><a class="line" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce">  181</a></span>    std::vector&lt;SolutionType&gt; <a class="code hl_variable" href="classshark_1_1_simplex_downhill.html#a095bc7f1c01178c4d751a11a86659fce" title="Current simplex (algorithm state).">m_simplex</a>;       <span class="comment">///&lt; \brief Current simplex (algorithm state).</span></div>
<div class="line"><a id="l00182" name="l00182"></a><span class="lineno">  182</span>};</div>
</div>
<div class="line"><a id="l00183" name="l00183"></a><span class="lineno">  183</span> </div>
<div class="line"><a id="l00184" name="l00184"></a><span class="lineno">  184</span> </div>
<div class="line"><a id="l00185" name="l00185"></a><span class="lineno">  185</span>}</div>
<div class="line"><a id="l00186" name="l00186"></a><span class="lineno">  186</span><span class="preprocessor">#endif</span></div>
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